On the Laplace transform of the Pareto distribution

DOI10.1007/S11134-006-0299-1MaRDI QIDQ855177zbMATHOpenAlexFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 4 January 2007

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-006-0299-1

zbMATH Keywords

communication networksGI/G/1 queue

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Laplace transform (44A10) Communication networks in operations research (90B18) Integral transforms of special functions (44A20)

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Cites work

• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• An algorithm to compute the waiting time distribution for the \(M/G/1\) queue
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• Level-crossing ordering of semi-Markov processes and markov chains
• Modeling and analysis of power-tail distributions via classical teletraffic methods

Cited in

(17)

• Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails
• Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable.
• An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
• Liquidation risk for exponential spectrally negative Lévy processes
• The Kumaraswamy transmuted Pareto distribution
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
• Processor sharing: a survey of the mathematical theory
• The distribution of compound sums of Pareto distributed losses
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
• scientific article; zbMATH DE number 5508424 (Why is no real title available?)
• Esscher-transformed Laplace distribution revisited
• Nonparametric Bayesian Modeling and Estimation for Renewal Processes
• Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
• Mixed Poisson process with Pareto mixing variable and its risk applications
• The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter

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